Financial Engineering And Computation

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Financial Engineering and Computation

Financial Engineering and Computation
Author :
Publisher : Cambridge University Press
Total Pages : 654
Release :
ISBN-10 : 052178171X
ISBN-13 : 9780521781718
Rating : 4/5 (718 Downloads)

Book Synopsis Financial Engineering and Computation by : Yuh-Dauh Lyuu

Download or read book Financial Engineering and Computation written by Yuh-Dauh Lyuu and published by Cambridge University Press. This book was released on 2002 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.


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Preface v 1 On the History of the Growth-Optimal Portfolio M.M. Christensen 1 2 Empirical Log-Optimal Portfolio Selections: A Survey L. Györfi Gy. Ottucsáak A